RPM Evolving CTA Fund

OpinioPro Selection
Door december 9, 2019 11:27

RPM Evolving CTA Fund

Monthly Comments 

WHY CTAs

Investors’ three main arguments for investing with CTAs are:

Absolute Returns Since the turn of the millennium, CTAs (Société Générale CTA Index) have performed in line with global equities (MSCI World Total Return Gross) but at a significantly lower volatility.

Diversification

CTAs’ return stream stems from trading a wide array of markets, both on the long and short side. This makes them conditionally correlated (positively and negatively) to equities and traditional equity/bond portfolios over the business cycle and uncorrelated over longer time frames.

Tail risk protection

During all major equity downturns, CTAs have produced strong Crisis Alpha returns and, thus, served as an effective hedge to traditional investments and most hedge fund strategies.

OpinioPro Selection
Door december 9, 2019 11:27

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De best gelezen #research bij @Opinio_Pro:

#1 7-Year Asset Class Real Return Forecasts #GMO

#2 2020 Long-Term Capital Market Assumptions @InvescoEMEA

#3 What the heart already knew @TriodosIM @TriodosNL

#4 From TINA to FOMO @DWS_Group

-> https://www.opiniopro.com/

Global Asset Allocation Views Q1 2020 -> https://www.opiniopro.com/2020/01/jp-morgan/global-asset-allocation-views-q1-2020/ #AssetAllocation #credit #equites #Equities #FixedIncome via @JPMorganAM

Economic resilience, Fed and elections to drive US markets in 2020 -> https://www.opiniopro.com/2020/01/amundi/economic-resilience-fed-and-elections-to-drive-us-markets-in-2020-2/ #consumption #election #monetarypolicy via @Amundi_ENG

The US federal reserve’s ‘whatever it takes’ moment has arrived -> https://www.opiniopro.com/2020/01/ubp/the-us-federal-reserves-whatever-it-takes-moment-has-arrived/ #AssetAllocation #centralbank #credit #ECB #Equities #FED #USA

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